ECBOT 5 Year T-Note Future September 2020

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	125-135	125-132	-0-002	0.0%	124-235
High	125-160	125-158	-0-002	0.0%	125-205
Low	125-098	125-115	0-018	0.0%	124-228
Close	125-128	125-138	0-010	0.0%	125-160
Range	0-062	0-042	-0-020	-32.0%	0-298
ATR	0-085	0-082	-0-003	-3.6%	0-000
Volume	781,750	570,407	-211,343	-27.0%	3,648,359

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-264	125-243	125-161
R3	125-222	125-201	125-149
R2	125-179	125-179	125-145
R1	125-158	125-158	125-141	125-169
PP	125-137	125-137	125-137	125-142
S1	125-116	125-116	125-134	125-126
S2	125-094	125-094	125-130
S3	125-052	125-073	125-126
S4	125-009	125-031	125-114

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	128-023	127-229	126-004
R3	127-046	126-252	125-242
R2	126-068	126-068	125-215
R1	125-274	125-274	125-187	126-011
PP	125-091	125-091	125-091	125-119
S1	124-297	124-297	125-133	125-034
S2	124-113	124-113	125-105
S3	123-136	123-319	125-078
S4	122-158	123-022	124-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-210	125-098	0-112	0.3%	0-058	0.1%	36%	False	False	680,538
10	125-210	124-180	1-030	0.9%	0-092	0.2%	79%	False	False	753,432
20	125-228	124-180	1-048	0.9%	0-080	0.2%	76%	False	False	860,600
40	125-250	124-180	1-070	1.0%	0-078	0.2%	71%	False	False	452,156

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	126-018
2.618	125-269
1.618	125-226
1.000	125-200
0.618	125-184
HIGH	125-158
0.618	125-141
0.500	125-136
0.382	125-131
LOW	125-115
0.618	125-089
1.000	125-072
1.618	125-046
2.618	125-004
4.250	124-254

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	125-137	125-154
PP	125-137	125-148
S1	125-136	125-143

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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